{"id":"W2625681709","doi":"10.5539/ijef.v9n7p86","title":"The Impact of the Global Financial Crisis on the Co-Integration Relationship between Reit and Stock Markets: A Dynamic Co-Integration Approach","year":2017,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Financial crisis; Financial integration; Economics; Stock (firearms); Diversification (marketing strategy); Structural break; Real estate investment trust; Financial economics; Shock (circulatory); Monetary economics; Financial market; Financial system; Business; Econometrics; Finance; Real estate; Macroeconomics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001099059,0.0003762288,0.0005373683,0.001978222,0.0003370264,0.001917474,0.0003630684,0.0004782467,0.00263167],"category_scores_gemma":[0.003334868,0.0001932167,0.0007224916,0.002261329,0.0005837962,0.001350623,0.001740441,0.001073517,0.0003181527],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005326394,"about_ca_system_score_gemma":0.0004802601,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005686414,"about_ca_topic_score_gemma":0.004514839,"domain_scores_codex":[0.9992719,0.000226635,0.0000490705,0.0001400708,0.0001335235,0.0001787662],"domain_scores_gemma":[0.9972426,0.001135577,0.0009331955,0.0001339964,0.0003098833,0.0002446754],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002806134,0.0001433181,0.9727743,0.0000501525,0.0003837182,0.000729877,0.0005137438,0.006982585,0.0008075567,0.002568496,0.0005188858,0.01424669],"study_design_scores_gemma":[0.00001247313,0.0001581409,0.9681889,0.0000273676,0.0001340845,0.0002750259,0.001960294,0.0260627,0.0004859884,0.001522139,0.001150571,0.00002219738],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9970759,0.0002870895,0.0006120786,0.0001572905,0.000005837437,0.000009904798,0.0002019678,0.000004411076,0.001645465],"genre_scores_gemma":[0.9991131,0.0001162181,0.0001522951,0.0000228363,0.00001202325,0.000004902119,0.0003291843,0.000002648733,0.0002466147],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005686414,"threshold_uncertainty_score":0.01130658,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05491778450226514,"score_gpt":0.3063911340574001,"score_spread":0.251473349555135,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}